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IS3T.DE vs. IUSD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3T.DE vs. IUSD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) and iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3T.DE achieves a 6.98% return, which is significantly lower than IUSD.DE's 20.34% return. Over the past 10 years, IS3T.DE has underperformed IUSD.DE with an annualized return of 7.96%, while IUSD.DE has yielded a comparatively higher 11.00% annualized return.


IS3T.DE

1D
0.30%
1M
0.74%
YTD
6.98%
6M
8.06%
1Y
15.24%
3Y*
11.56%
5Y*
6.43%
10Y*
7.96%

IUSD.DE

1D
-0.49%
1M
7.71%
YTD
20.34%
6M
20.25%
1Y
34.31%
3Y*
15.20%
5Y*
19.36%
10Y*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3T.DE vs. IUSD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3T.DE
iShares Edge MSCI World Size Factor UCITS ETF
6.98%8.66%11.91%12.19%-13.42%22.31%0.63%26.96%-10.50%9.17%
IUSD.DE
iShares MSCI World Islamic UCITS ETF USD (Dist)
20.34%6.31%11.81%63.24%2.81%1.82%1.56%1.97%-2.89%4.32%

Correlation

The correlation between IS3T.DE and IUSD.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2014

0.53

The correlation between IS3T.DE and IUSD.DE shifts across timeframes, from 0.45 (10 years) to 0.77 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IS3T.DE vs. IUSD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS3T.DE
IS3T.DE Risk / Return Rank: 4141
Overall Rank
IS3T.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IS3T.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
IS3T.DE Omega Ratio Rank: 3838
Omega Ratio Rank
IS3T.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
IS3T.DE Martin Ratio Rank: 4848
Martin Ratio Rank

IUSD.DE
IUSD.DE Risk / Return Rank: 8787
Overall Rank
IUSD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IUSD.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IUSD.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IUSD.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
IUSD.DE Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IS3T.DE vs. IUSD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) and iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


IS3T.DEIUSD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.24

1.49

-0.24

Calmar ratioReturn relative to maximum drawdown

2.15

7.08

-4.94

Martin ratioReturn relative to average drawdown

8.02

22.57

-14.55

IS3T.DE vs. IUSD.DE - Sharpe Ratio Comparison

The current IS3T.DE Sharpe Ratio is 1.32, which is lower than the IUSD.DE Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of IS3T.DE and IUSD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IS3T.DEIUSD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.74

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.83

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.64

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.63

-0.10

Drawdowns

IS3T.DE vs. IUSD.DE - Drawdown Comparison

The maximum IS3T.DE drawdown since its inception was -36.87%, which is greater than IUSD.DE's maximum drawdown of -23.82%. Use the drawdown chart below to compare losses from any high point for IS3T.DE and IUSD.DE.


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Drawdown Indicators


IS3T.DEIUSD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.87%

-23.82%

-13.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.09%

-4.81%

-2.28%

Max Drawdown (3Y)

Largest decline over 3 years

-18.61%

-22.97%

+4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-22.97%

+4.36%

Max Drawdown (10Y)

Largest decline over 10 years

-36.87%

-22.97%

-13.90%

Current Drawdown

Current decline from peak

-0.59%

-0.49%

-0.10%

Average Drawdown

Average peak-to-trough decline

-5.74%

-3.61%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.51%

+0.39%

Volatility

IS3T.DE vs. IUSD.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) is 2.77%, while iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a volatility of 3.98%. This indicates that IS3T.DE experiences smaller price fluctuations and is considered to be less risky than IUSD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3T.DEIUSD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

3.98%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.61%

9.09%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

12.41%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

23.09%

-9.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.25%

16.93%

-1.68%

IS3T.DE vs. IUSD.DE - Expense Ratio Comparison

IS3T.DE has a 0.30% expense ratio, which is lower than IUSD.DE's 0.60% expense ratio.


Dividends

IS3T.DE vs. IUSD.DE - Dividend Comparison

IS3T.DE has not paid dividends to shareholders, while IUSD.DE's dividend yield for the trailing twelve months is around 0.81%.


PositionTTM20252024202320222021202020192018201720162015
IS3T.DE
iShares Edge MSCI World Size Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUSD.DE
iShares MSCI World Islamic UCITS ETF USD (Dist)
0.81%1.00%1.26%1.47%2.75%1.80%1.55%1.94%1.57%1.45%1.45%1.60%

Frequently Asked Questions


IS3T.DE and IUSD.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3T.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3T.DE is cheaper with a 0.30% expense ratio, compared with 0.60% for IUSD.DE.

IS3T.DE tracks MSCI World Mid Cap Equal Weighted, while IUSD.DE tracks MSCI World Islamic Index. Their fees differ too: 0.30% for IS3T.DE and 0.60% for IUSD.DE.

Portfolio Optimizer

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